When I was very small, I conjured myself an imaginary friend whom I named Rufus (though I've no idea why). I never told ANYONE about him, he would always ask me not to, I always thought he seemed really frightened at the prospect of anyone other than me knowing of him. Rufus was always changing his age, he was the same guy all the time, just at different stages of his life. He would be a tiny kid, same age as me wanting to play in the dirt and tell me silly stories about horrid things that REALLY lived in wombat holes, or a teenage kid who knew all about cricket and always watched me play, or this kind of 20-30 something scrawny adult, scruffy, unshaven, dishevelled - but who knew EVERYTHING and looked after me whenever I was scared of something. Very occasionally he would appear as an extremely old guy who had lived so long that any questions I had about dragons were adequately answered due to his first hand knowledge of this 'ancient species'.
I did have a sister so I can't really claim him as a sibling substitute, and really have no idea what part of my mind decided I needed an imaginary friend, but I loved Rufus dearly and even once I knew he really didn't exist I kept on pretending, just to cling on so he wouldn't be a complete non-entity (as I assumed he would be if I let him slip into obscurity.) I'm nearly 19 now and I still bring him out and dust him off every now and then just to make sure he still lives (And, I think because it has become psychologically reassuring)
A childhood belief about imaginary friends

others believed things like this
- I used to have an imaginary friend named Mr. Nobody. He would protect me from my imaginary enemy, Bad Elmer.— Kdees
- I thought my imaginary friend was real and he imagined me
I hope he still believes I existAnon - My little sister's imaginary friend was Kit the talking car from that show Knight Rider.Anon
- When I was six I had an imaginary friend named Binky. When I was seven my dad ran over Binky with the car.— Shadia Granger-Malfoy
- I never knew why boys had to lift up the toilet seat...until my friend told me that boys had bad aim.Anon
- i didn't beleive this, but a kid my sister knew thought if he screamed in a really high voice, he ran faster.Anon